Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.601 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 48890.23 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42206.63 Kr¶

PnL: ---------------------------------------> -226.65 Kr¶

DD now: ---------------------------------> -7.963 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 15:31:46.619118'

Anic Portfolio¶

Today¶

Return: -0.838 %¶

This Week¶

Return: -0.838 %¶

Total portfolio value¶

Return including deposits: 60.054 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.460000 1658.880000 191.340000 13.040000 1467.540000
Hoist Finance 35 2.330000 1001.000000 22.750000 2.330000 978.250000
HEXPOL B 9 -0.090000 1027.800000 9.900000 0.970000 1017.900000
BioGaia B 8 0.950000 936.800000 8.800000 0.950000 928.000000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Orrön Energy 180 0.220000 2044.800000 7.200000 0.350000 2037.600000
JM 6 0.700000 868.200000 6.000000 0.700000 862.200000
Catena 2 0.710000 795.200000 5.600000 0.710000 789.600000
Platzer Fastigheter Holding B 12 0.380000 962.400000 3.600000 0.380000 958.800000
Sagax B 4 0.420000 855.600000 3.600000 0.420000 852.000000
Atrium Ljungberg B 5 0.380000 936.500000 3.500000 0.380000 933.000000
Gränges 9 0.100000 927.000000 0.900000 0.100000 926.100000
Bilia A 8 -0.180000 897.600000 0.000000 0.000000 897.600000
ASSA ABLOY B 3 -0.120000 776.100000 -0.900000 -0.120000 777.000000
Clas Ohlson B 12 -0.120000 969.600000 -1.200000 -0.120000 970.800000
AcadeMedia 8 -0.700000 400.000000 -1.200000 -0.300000 401.200000
Hexatronic Group 12 -0.170000 962.880000 -1.680000 -0.170000 964.560000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Biotage 7 -0.520000 934.500000 -4.900000 -0.520000 939.400000
Addnode Group B 11 -0.600000 913.000000 -5.500000 -0.600000 918.500000
EQT 4 -0.720000 823.600000 -6.000000 -0.720000 829.600000
Byggmax Group 33 -0.900000 945.780000 -8.580000 -0.900000 954.360000
SKF B 5 -1.150000 927.250000 -10.750000 -1.150000 938.000000
OX2 13 -1.230000 936.000000 -11.700000 -1.230000 947.700000
Nordic Waterproofing Holding 7 -1.740000 947.800000 -16.800000 -1.740000 964.600000
Alimak Group 11 -2.260000 905.300000 -20.900000 -2.260000 926.200000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Latour B 4 -4.210000 819.200000 -36.000000 -4.210000 855.200000
Vitec Software Group B 2 -3.410000 1047.000000 -37.000000 -3.410000 1084.000000
Indutrade 5 -3.790000 1168.500000 -46.000000 -3.790000 1214.500000
INVISIO 16 -1.300000 3632.000000 -48.000000 -1.300000 3680.000000
Hexagon B 26 -1.510000 3399.500000 -52.000000 -1.510000 3451.500000
Bufab 3 -4.720000 1054.200000 -52.200000 -4.720000 1106.400000
BHG Group 97 -6.930000 1355.090000 -99.910000 -6.870000 1455.000000
TOTAL 42206.630000 -226.650000 -7.96328% 42433.280000

Updated:¶

'2023-07-03 15:32:03.075470'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶